+7,484.2%
STLD vs IONS
+131.6%
+7,352.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.4% | -4.2% | -7.1% |
| 7D | -12.5% | -12.6% | +0.1% | -10.6% |
| 30D | -6.8% | -11.8% | +5.0% | -5.0% |
| 3M | -16.4% | -28.4% | +12.0% | -12.1% |
| 6M | -6.1% | -48.4% | +42.3% | +3.2% |
| YTD | +32.0% | -51.0% | +82.9% | +46.2% |
| 1Y | +45.5% | -48.0% | +93.6% | +59.6% |
| 3Y | +106.5% | -17.8% | +124.3% | +104.6% |
| 5Y | +267.2% | +15.2% | +252.0% | +236.5% |
| 10Y | +878.9% | +43.0% | +835.9% | +719.5% |
| All | +7,484.2% | +131.6% | +7,352.6% | +3,571.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling